- Dates: 02/17/2015 to 12/31/2019
- Initial Portfolio Value: $ 100,000 – End Portfolio Value: $ 192,024
- Sharpe Ratio: 0.66 (risk free rate: 1.92% – 10 year treasury yield)
- Average Return (Strategy): 15.98%
- Standard Deviation (Strategy): 21.26%
- Strategy Total Return (no dividends): 92.02%
- Buy and Hold Total Return (no dividends): -23.63%
- S&P 500 Total Return: 53.11%
To see detailed strategy implementation, variable values and graphical representation buy the full report.
Thank you for your interest!